Linear system

1. Analysis

Lesson 6
State transition matrix

linear system by Me

d
x(t ) Ax(t ) Bu (t )
dt
y (t ) Cx (t ) Du (t )

The behavior of x(t) et y(t) :

1. Homogeneous solution of x(t)
2. Non-homogeneous solution of x(t)

linear system by Me

Homogeneous solution
x (t ) Ax(t )
sX ( s ) x(0) AX ( s )

x(t ) L [( sI A) ]x(0)
e At x(0)

X ( s ) ( sI A) 1 x(0)

State transition matrix

(t ) e At L1[( sI A) 1 ]
x(t0 ) e At0 x(0)
x(0) e

At 0

x(t0 )

At At0

x(t ) e e

x(t0 ) e

A( t t0 )

x(t0 ) (t t0 ) x(t0 )

linear system by Me

Properties

1.
2.
3.
4.
5.

(t ) e L [( sI A) ]
At

( 0) I
1

(t ) (t )
x(0) (t ) x(t )
(t 2 t1 ) (t1 t0 ) (t 2 t0 )
k

(t ) (kt )
linear system by Me

Non-homogeneous solution
d
x(t ) Ax(t ) Bu (t )
dt
y (t ) Cx (t ) Du (t )

sX ( s ) x(0) AX ( s ) BU ( s )
( sI A) X ( s ) x(0) BU ( s )
1

X ( s ) ( sI A) x(0) ( sI A) BU ( s )
x(t ) L1[( sI A) 1 ]x(0) L1[( sI A) 1 BU ( s )]
t

x(t ) (t ) x(0) (t ) Bu ( )d
0

Convolution

Homogeneous
linear system by Me

x(t ) (t ) x(0) (t ) Bu ( )d
0

x(t ) (t t0 ) x(t0 ) (t ) Bu ( )d
t0

y (t ) C (t t0 ) x(t0 ) C (t ) Bu ( )d Du (t )
t0

Zero-input response

Zero-state response

linear system by Me

Example 1

1
x 1 0
x 2 3

2
let

x1 0
x 1 u (t )
2

x(0) 0 0

e 1 e 2t

2e t e 2t

(t ) L1[( sI A) 1 ] e At

t
2t

2
e

2
e

e t 2e 2t

x(t ) (t ) x(0) (t ) Bu ( )d
0

Ans:

1
3
x1 2e t e 2t
2
x 2

t
2 2e 2e 2t

linear system by Me

L1[( sI A) 1 BU ( s )]

1
x 1 0
x 2 3

2
let

x1 0
x 1 u (t )
2

x ( 0) 0 0

x 2 ( 0)
s

x1 (0)
s

s 1

x2

s 1

x1 1

Using Maisons gain formula

1 3s 1 2 s 2
s 1 (1 3s 1 )
s 2
s 2
x1 ( s )
x1 (0)
x2 (0)
U ( s)

2s 2
s 1
s 1
x2 ( s )
x1 (0)
x2 (0)
U ( s)

linear system by Me

How to find State transition matrix

(t ) e L [( sI A) ]

Methode 1:
Methode 2:

At

(t ) L1[( sI A) 1 ]
(t ) e At

Methode 3: Cayley-Hamilton Theorem

linear system by Me

Methode 1:

(t ) L [( sI A) ]

1
0 x1 0 0
x 1 0
x 0 4 3 x 1 0 u1
2
2
u
x 3 1 1 2 x3 0 1 2
x1
y1 (t ) 1 0 0
y (t ) 0 0 1 x2
x
2
3

( sI A) 1

adj ( sI A)
sI A

1
s ( s 4)( s 2) 3 3s

s 2 6 s 11 s 2

3
s
2

s4

linear system by Me

3s
s 1 s 2 4 s

10

Methode 2:

(t ) e At

0 x1 1
x 1 1 0
x 0 2 0 x 1
2
2
x 3 0
0 3 x3 1
x1
y1 (t )
x

6
1
y (t )
2
2
x3

e t

At
(t ) e 0
0

u1
u
2

0
e

diagonal matrix

2t

e 3t

linear system by Me

11

Diagonization

linear system by Me

12

Diagonization

linear system by Me

13

Case 1: i distinct
1
0
A

1
3
(1 I A)V1

depend

v1
v 0
2

1 1 v1
(2 I A)V2
0

3 3 v2

P V1

1 3
2 1

1
( 3)( 1)
3 4

v1 1

v1 1

v2 1

1
1
3 0
1
V2
P AP

1
0

linear system by Me

14

In the case of A matrix is phase-variable form and

1 2 3 n

P v1 v2 vn

1

1

1
2

1
n

Vandermonde matrix
for phase-variable form

n 1
n 1

2
1

nn1

e Pe P

P 1 AP

At

linear system by Me

15

Case 1: i distinct
1 0 1
A 0 1 0
0 0 2

I A

1 0
1
0
1
0 ( 1)( 1)( 2)
0
0
2

1 2

0 0 1
(1 I A)V1 0 0 0
0 0 1

v1 1
0v1 0v2 v3 0 v2 0
v3 0

v1
v 0
2
v3

depend

v1 0
0v1 0v2 v3 0 v2 1
v3 0

V1 V2

linear system by Me

16

3 2

1 0 1
(3 I A)V3 0 1 0
0 0 0

v1
v 0
2
v3

v1 1
v1 0v2 v3 0 v2 0
v3 1

P V1 V2

1 0 1
1 0 0
V3 0 1 0 P 1 AP 0 1 0
0 0 1
0 0 2
linear system by Me

17

Case 3: i distinct

Jordan form

1 2 3

P v1 v2

v3 P AP Jordan
1

form

Generalized eigenvectors

(1 I A)v1 0

P AP A
1

(1 I A)v2 v1
(1 I A)v3 v2
e

A t

1t

1t

te
e 1t

e 1t
1t
te
e 1t

t2
2

linear system by Me

1
1

18

Example:
3 1
( 2) 2
1
1

3 1

1 1

1 1 v11
(1 I A)V1
0

1 1 v12

v11 1

v12 1

1 1 v21
1
(1 I A)V2

1 1 v22
1

P V1

v21 1

v22 0

1 1
2 1
1

V2
P AP A

1
0
0
2

e 2t

A t

te 2t
At
A t 1
e Pe P
2t
e

linear system by Me

19

Method 3:

linear system by Me

20

An an 1 An 1 a1 A a0 I 0
An an 1 An 1 a1 A a0 I
An 1 an 1 An a1 A2 a0 A
an 1 ( an 1 An 1 a1 A a0 I ) a1 A2 a0 A
any

f ( A) k0 I k1 A k 2 A2 k n An
f ( A) 0 I 1 A 2 A n 1 A
2

n 1

k 0

n 1

linear system by Me

21

Example:

let

100

1 2
A

0
1

f ( A) A100 0 I 1 A
1 2
( 1)( 2) 0 , 1 1, 2 2
0
2

f (1 )

100
1

f ( 2 )

100
2

f ( A) A100

0 11 1

100

0 12 2

100

0 2 2100
1 2100 1

101
1
0
1
2

1
2
2

100
100
(2 2 )
(2 1)

0
1
0
1
1

linear system by Me

22

Example:

3 1
A

2
0

e ?
At

3 1
0 , 1 1, 2 2
2

f (1) e t 0 11 0 1

0 2e t e 2t

f (2) e 2t 0 12 0 1 2

1 e 2 t e t

At

1
1 0
2t
t 3
2e e
( e e )

0
1
2
0

2e 2 t e t
e 2t e t
2t
t
2t
t
2e 2e
e 2e
t

2t

linear system by Me

23

linear system by Me

24

linear system by Me

25

linear system by Me

26

linear system by Me

27

linear system by Me

28

linear system by Me

29